Individual challenges can be found in Fallout: New Vegas. These challenges can be located on the Pip-Boy under Data > Misc > Challenges. Upon completion of challenges, varying amounts of XP are granted to the player. There are also special perks such as Lord Death, that can only be unlocked by completing challenges.

Challenges may be completed once, three times for increasing levels of a special perk, or repeated an unlimited number of times. Upon completing a challenge, a sound is heard, the same when you level up in original Fallout and Fallout 2.